+2,285.7%
STM vs RRX
+2,212.7%
+73.0%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +5.8% | +3.4% | +2.3% | +3.9% |
| 30D | -1.0% | -11.1% | +10.1% | +5.5% |
| 3M | -33.3% | -23.7% | -9.5% | -23.2% |
| 6M | +57.4% | -22.0% | +79.3% | +78.1% |
| YTD | +102.2% | +16.5% | +85.7% | +83.5% |
| 1Y | +99.6% | +11.5% | +88.1% | +83.1% |
| 3Y | +14.5% | +1.5% | +13.0% | +3.8% |
| 5Y | +21.4% | +18.3% | +3.1% | +0.4% |
| 10Y | +695.0% | +209.8% | +485.2% | +288.2% |
| All | +2,285.7% | +2,212.7% | +73.0% | +425.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RRX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling